策略交易工作区显示手数和K线里面手数不一致

//------------------------------------------------------------------------ // 简称: strategy_l_5_1 // 名称: DMI+EMA // 类别: 公式应用 // 类型: 用户应用 // 输出: Void //------------------------------------------------------------------------ Params //此处添加参数 Integer ADD_DEAL_MAX_NUM(20); //最大加仓手数 Numeric AvgLength(30); //加权平均周期数 Numeric DMI_LENGTH(14); //DMI计算周期数 Numeric BollLength(20); //Boll线周期 Integer FIRST_DEAL_NUM_L(1); //当常量用的第一次开仓数量-做多 Integer ADD_DEAL_NUM_L(2); //当常量用的加仓数-做多 Integer SUB_DEAL_NUM_L(1); //当常量用的减仓数-做多 Numeric DiffOpen_L(-25); //A值开仓阈值-做多 Numeric Clear_L(2.6); //最大涨幅-做多 Numeric RatioAdd_L(0.15); //加仓比例-做多 Numeric RatioSub_L(0.35); //减仓比例-做多 Numeric Stop_Surplus_L(0); //止盈生效比例-做多 Integer FIRST_DEAL_NUM_S(1); //当常量用的第一次开仓数量-做空 Integer ADD_DEAL_NUM_S(2); //当常量用的加仓数-做空 Integer SUB_DEAL_NUM_S(1); //当常量用的减仓数-做空 Numeric DiffOpen_S(25); //A值开仓阈值-做空 Numeric Clear_S(2.6); //最大跌幅-做空 Numeric RatioAdd_S(0.15); //加仓比例-做空 Numeric RatioSub_S(0.35); //减仓比例-做空 Numeric Stop_Surplus_S(0); //止盈生效比例-做空 //Integer CrossBoll(5); //上下穿上下轨bar数量 Integer UpMidLine_Zq(30); //中轨上方bar数量计算周期 Integer UpMidLine(20); //中轨上方bar数量 Numeric ATRLength(20); //平均波动周期 ATR Length Numeric teLength(15); //止盈周期 Integer NB(3); // 止损N值倍数 Integer Run_Time(0); //0:全天、1：白盘、2：夜盘 Numeric Charge(5); //每手交易手续费 Numeric SurplusMoney(1000); //止盈生效金额 Numeric HcMoney(200); //回撤金额 Numeric LossMoney(500); //亏损金额 Vars /* 配置参数 */ Numeric millsecs(1000); Global Integer openPostionNumber_L; //开仓数量 Global Integer openPostionNumber_S; //开仓数量 /* 布林相关变量 */ Global Numeric Up; //上轨 Global Numeric Down; //下轨 Series<Numeric> UpLine; //上轨 Series<Numeric> DownLine; //下轨 Series<Numeric> MidLine; //中轨 /* MA相关变量 */ Global Numeric MA5; //MA5 Global Numeric MA10; //MA10 Global Numeric MA20; //MA20 Global Numeric MA30; //MA30 /* MDI相关变量 */ Global Numeric pdi; Global Numeric mdi; Series<Numeric> adx; Global Numeric adxr; /* 策略相关变量 */ Global Integer gTimerId; //做多 Global Numeric gBuyNumber_L; //当前持仓手数-做多 Global Numeric gPrice_L; //买入价位 Global Numeric gPriceMax_L; //最高价位 Global Numeric gPriceMin_L; //最低价位 Global Numeric gRatioMax_L; //最大涨跌比例 Global Numeric gLastAddPrice_L; //上次加仓价位 Global Numeric gLastSubPrice_L; //上次减仓价位 Global Integer gSubCount_L; //减仓次数 Global Integer gAddCount_L; //加仓次数 Global Numeric gAvgPrice_L; //开仓均价 Global Numeric gCostPrice_L; //开仓均价 //做空 Global Numeric gBuyNumber_S; //当前持仓手数-做空 Global Numeric gPrice_S; //买入价位 Global Numeric gPriceMax_S; //最高价位 Global Numeric gPriceMin_S; //最低价位 Global Numeric gRatioMax_S; //最大涨跌比例 Global Numeric gLastAddPrice_S; //上次加仓价位 Global Numeric gLastSubPrice_S; //上次减仓价位 Global Integer gSubCount_S; //减仓次数 Global Integer gAddCount_S; //加仓次数 Global Numeric gAvgPrice_S; //开仓均价 Global Numeric gCostPrice_S; //开仓均价 Global Numeric gExitPL_L; //做多-平仓盈亏 Global Numeric gExitPL_S; //做空-平仓盈亏 Global Numeric gExitPL_Day_L; //每日盈利 - 多头 Global Numeric gExitPL_Day_S; //每日盈利 - 空头 Series<Numeric> gDiff; //PDI-MDI Series<Numeric> gDiffEMA; //PDI-MDI Global Integer gOpType; //当前运行类型 1：多 -1：空 0:无仓 2:锁仓 Series<Numeric> AvgTR; // ATR Numeric N; // N 值 Numeric ExitHighestPrice; // 离市时判断需要的N周期最高价 Numeric ExitLowestPrice; // 离市时判断需要的N周期最低价 Global Numeric gDiffOpen_L; //A值开仓阈值-做多 Global Numeric gDiffOpen_S; //A值开仓阈值-做多 Global Integer gDirection; //趋势方向 1：多头 -1：空头 0：盘整 Global Numeric B; Series<Numeric> baramount; Series<Numeric> barvol; series<numeric> dayavg; Global Numeric ProfitMax_L; //多头最大盈利 Global Numeric ProfitMax_S; //空头最大盈利 Series<Numeric> qs; Defs //实盘时校正合约仓位数 Bool getPosition(){ if(BarStatus == 2){ Position pos; Bool ret = A_GetPosition(Symbol, pos, "", 0); if(ret){ gBuyNumber_L = pos.longCurrentVolume; gBuyNumber_S = pos.shortCurrentVolume; } return true; } return false; } //清仓后初始化 Bool init(){ if(gBuyNumber_L == 0){ gPrice_L = 0; gPriceMax_L = 0; gPriceMin_L = 0; gRatioMax_L = 0; gLastAddPrice_L = 0; gLastSubPrice_L = 0; gAddCount_L = 0; gSubCount_L = 0; gCostPrice_L = 0; gExitPL_L = 0; } if(gBuyNumber_S == 0){ gPrice_S = 0; gPriceMax_S = 0; gPriceMin_S = 0; gRatioMax_S = 0; gLastAddPrice_S = 0; gLastSubPrice_S = 0; gAddCount_S = 0; gSubCount_S = 0; gCostPrice_S = 0; gExitPL_S = 0; } return true; } //加仓 Bool add(Integer number, Integer OpFlag){ if((gBuyNumber_L + gBuyNumber_S + number) > ADD_DEAL_MAX_NUM){ Commentary("已达到最大加仓手数="+Text(ADD_DEAL_MAX_NUM)); return false; } if(OpFlag == 1){ //做多 gCostPrice_L = Round(((gBuyNumber_L * gCostPrice_L) + (Close * number)) / (gBuyNumber_L + number), 2); Buy(number, Close); gBuyNumber_L = gBuyNumber_L + number; PlotString("BS","B:"+Text(number,2),Low, Red); } else if(OpFlag == -1){ //做空 gCostPrice_S = Round(((gBuyNumber_S * gCostPrice_S) + (Close * number)) / (gBuyNumber_S + number), 2); SellShort(number, Close); gBuyNumber_S = gBuyNumber_S + number; PlotString("BS","SS:"+Text(number,2),Low, Green); } Return true; } //减仓 Bool sub(Integer number, Integer OpFlag){ if(number > 0){ if(OpFlag == 1){ //做多 if((number - gBuyNumber_L) >= 0){ number = gBuyNumber_L; } gExitPL_L = gExitPL_L + (Close - gCostPrice_L) * number * ContractUnit(); gExitPL_Day_L = gExitPL_Day_L + ((Close - gCostPrice_L) * number * ContractUnit()); if(number < gBuyNumber_L){ //减仓 gBuyNumber_L = gBuyNumber_L - number; } else if(number - gBuyNumber_L == 0){ gBuyNumber_L = 0; init(); } Sell(number, Close); PlotString("BS","S:"+Text(number,2), High, White); } else if(OpFlag == -1){ //做空 if((number - gBuyNumber_S) >= 0){ number = gBuyNumber_S; } gExitPL_S = gExitPL_S + (gCostPrice_S - Close) * number * ContractUnit(); gExitPL_Day_S = gExitPL_Day_S + (gCostPrice_S - Close) * number * ContractUnit(); if(number < gBuyNumber_S){ //减仓 gBuyNumber_S = gBuyNumber_S - number; } else if(number - gBuyNumber_S == 0){ gBuyNumber_S = 0; init(); } BuyToCover(number, Close); PlotString("BS","BC:"+Text(number,2), High, Yellow); } } Return true; } //运行方向改变 Bool opTypeChange(Integer opType){ gOpType = opType; if(opType == 1){ //做多 gPrice_L = Close(); gPriceMax_L = gPrice_L; gPriceMin_L = gPrice_L; gLastAddPrice_L = gPrice_L; gLastSubPrice_L = gPrice_L; gSubCount_L = 0; gAddCount_L = 0; gAvgPrice_L = gPrice_L; ProfitMax_L = 0; } if(opType == -1){ //做空 gPrice_S = Close(); gPriceMax_S = gPrice_S; gPriceMin_S = gPrice_S; gLastAddPrice_S = gPrice_S; gLastSubPrice_S = gPrice_S; gSubCount_S = 0; gAddCount_S = 0; gAvgPrice_S = gPrice_S; ProfitMax_S = 0; } return true; } //指标-开仓 Bool openPosition() { if((Hour == 21 || Hour == 9) && Minute <= 30){ return false; } if((gExitPL_Day_L + gExitPL_Day_S) <= -2000){ Commentary("当日亏损超过2000，不开仓"); return false; } if(gDirection == 1 && gBuyNumber_L == 0 && gBuyNumber_S == 0){ Commentary("收盘价>上轨，多头开仓"); add(openPostionNumber_L, 1); opTypeChange(1); return true; } if(gDirection == -1 && gBuyNumber_L == 0 && gBuyNumber_S == 0){ Commentary("收盘价<下轨，空头开仓"); add(openPostionNumber_S, -1); opTypeChange(-1); return true; } return false; } Bool changeA(){ Numeric i = 0; Numeric DownNumber = 0; Numeric high30 = Highest(Close, 30); Numeric high30Bar = HighestBar(Close, 30); Numeric low30 = Lowest(Close, 30); Numeric low30Bar = LowestBar(Close, 30); Commentary("最高价=" + Text(high30)); Commentary("最高价位置=" + Text(high30Bar)); Commentary("最低价=" + Text(low30)); Commentary("最低价位置=" + Text(low30Bar)); qs = 0; if(Hour == 9 && Minute <= 30){ if(Close > MidLine){ qs = 1; } } else { if(gDirection == 1){ if(high30Bar == 0){ qs = 1; } } else if (gDirection == -1){ if(low30Bar > 0){ qs = 1; } } else { if(Close > MidLine){ qs = 1; } } For i=0 To UpMidLine_Zq - 1 { if(qs[i] == 1){ DownNumber = DownNumber + 1; } } } Commentary("qs=" + Text(qs)); if(UpMidLine <= UpMidLine_Zq && UpMidLine >= (UpMidLine_Zq/2 + 2)){ if(DownNumber >= UpMidLine){ Commentary("向上趋势"); gDiffOpen_L = DiffOpen_L; gDiffOpen_S = 50; gDirection = 1; } else if(DownNumber <= (UpMidLine_Zq-UpMidLine)){ Commentary("向下趋势"); gDiffOpen_L = -50; gDiffOpen_S = DiffOpen_S; gDirection = -1; } else { Commentary("盘整趋势"); gDirection = 0; gDiffOpen_L = DiffOpen_L; gDiffOpen_S = DiffOpen_S; } } else { Commentary("盘整趋势"); gDirection = 0; gDiffOpen_L = DiffOpen_L; gDiffOpen_S = DiffOpen_S; } Commentary("UpNumber="+Text(DownNumber, 2)); B = DownNumber - (UpMidLine_Zq-DownNumber); Commentary("B="+Text(B, 2)); if(gBuyNumber_L > 0){ if(B <= 0){ B = 0; } } if(gBuyNumber_S > 0){ if(B >= 0){ B = 0; } } B = Abs(B); Commentary("B="+Text(B, 2)); return true; } //清仓 Bool clearPosition(){ AvgTR = XAverage(TrueRange,ATRLength); N = AvgTR[1]; //Commentary("止盈周期="+Text(B+10)); ExitLowestPrice = LowestFC(Low[1],B+10); ExitHighestPrice = HighestFC(High[1],B+10); /*Commentary("止损N="+Text(N,2)+" 倍数="+Text((B+10)/10 , 2)); if(gBuyNumber_L > 0 && gDirection != 1){ //止盈 Numeric ra = (Close - gPrice_L) / gPrice_L * 100; Commentary("当前盈利比例="+Text(ra, 2)+" 最低值="+Text(ExitLowestPrice)); if(Close > gPrice_L && Close < ExitLowestPrice && BarsSinceEntry() >= B+10 && ra >= Stop_Surplus_L){ Commentary("跌破"+Text(B+10)+"周期最低值="+Text(ExitLowestPrice, 2)+"全部平仓"); sub(gBuyNumber_L, 1); } //止损 if(Close < gPrice_L && Close <= gPrice_L - ((B+10)/10 * N)){ Commentary("N="+Text(N)+"止损"); Commentary("止损"); sub(gBuyNumber_L, 1); } //均价平仓 if(Close < longAvgEntryPrice()){ Commentary("跌破持仓均价="+Text(longAvgEntryPrice(), 2)+" 全部平仓"); sub(gBuyNumber_L, 1); } } if(gBuyNumber_S > 0 && gDirection != -1){ //止盈 /*Numeric ra = (gPrice_S - Close) / Close * 100; Commentary("当前盈利比例="+Text(ra, 2)+" 最高值="+Text(ExitHighestPrice)); if(Close < gPrice_S && Close > ExitHighestPrice && BarsSinceEntry() >= B+10 && ra >= Stop_Surplus_S){ Commentary("涨破"+Text(B+10)+"周期最高价="+Text(ExitHighestPrice, 2)+"全部平仓"); sub(gBuyNumber_S, -1); } //止损 if(Close > gPrice_S && Close >= gPrice_S + ((B+10)/10 * N)){ Commentary("N="+Text(N)+"止损"); Commentary("止损"); sub(gBuyNumber_S, -1); } //均价平仓 if(Close > shortAvgEntryPrice()){ Commentary("突破持仓均价="+Text(shortAvgEntryPrice(), 2)+" 全部平仓"); sub(gBuyNumber_S, -1); } }*/ return false; } Bool clearPositionMoney(){ Numeric Profit_L = ((Close - gCostPrice_L) * gBuyNumber_L * ContractUnit()) + gExitPL_L; Numeric Profit_S = ((gCostPrice_S - Close) * gBuyNumber_S * ContractUnit()) + gExitPL_S; Commentary("多头-当前盈亏=" + Text(Profit_L, 2)); Commentary("空头-当前盈亏=" + Text(Profit_S, 2)); if(gBuyNumber_L > 0){ Commentary("多头最大盈亏="+ Text(ProfitMax_L, 2)); if(Profit_L > ProfitMax_L){ ProfitMax_L = Profit_L; } if(ProfitMax_L >= SurplusMoney && ProfitMax_L - Profit_L >= HcMoney){ Commentary("盈利达到="+Text(SurplusMoney,2)+",回撤="+Text(HcMoney, 2)+"止盈"); sub(gBuyNumber_L, 1); } if(Profit_L < 0 && abs(Profit_L) >= LossMoney){ Commentary("亏损达到="+Text(LossMoney, 2)+"止损"); sub(gBuyNumber_L, 1); } } if(gBuyNumber_S > 0){ Commentary("空头最大盈亏="+ Text(ProfitMax_S, 2)); if(Profit_S > ProfitMax_S){ ProfitMax_S = Profit_S; } if(ProfitMax_S >= SurplusMoney && ProfitMax_S - Profit_S >= HcMoney){ //止盈 Commentary("盈利达到="+Text(SurplusMoney,2)+",回撤="+Text(HcMoney, 2)+"止盈"); sub(gBuyNumber_S, -1); } if(Profit_S < 0 && abs(Profit_S) >= LossMoney){ Commentary("亏损达到="+Text(LossMoney, 2)+"止损"); sub(gBuyNumber_S, -1); } } return false; } //加减仓-做多 Bool calePosition_L() { Numeric curPrice = Close; if(gBuyNumber_L > 0){ //计算最大涨比例 Numeric ratioCur = (curPrice - gPrice_L) / gPrice_L * 100; if(ratioCur > gRatioMax_L){ gRatioMax_L = ratioCur; } Commentary("多头-买入价格="+Text(gPrice_L, 2)+" 当前价格="+Text(curPrice, 2)+" 最高价格="+Text(gPriceMax_L, 2) +" 最低价格="+Text(gPriceMin_L, 2)+" 当前涨比例="+Text(ratioCur,2)+" 最大涨比例="+Text(gRatioMax_L,2)); if(gRatioMax_L >= Clear_L ){ Commentary("最大涨比例达到"+Text(gRatioMax_L,2) + "全部平仓"); sub(gBuyNumber_L, 1); Return true; } //加仓判断 Numeric ra = (gLastAddPrice_L - curPrice) / curPrice * 100; Commentary("多头-上次加仓价格="+Text(gLastAddPrice_L, 2)+" 下跌比例="+Text(ra, 2)); if(ra >= ratioAdd_L && gAddCount_L == 0 && gBuyNumber_L < (FIRST_DEAL_NUM_L + ADD_DEAL_NUM_L)){ Integer addCount = ADD_DEAL_NUM_L; if(Close <= gPrice_L){ addCount = 1; } Commentary("下跌"+Text(ratioAdd_L,2)+"%,加仓"+Text(ADD_DEAL_NUM_L)+"手"); add(addCount, 1); gLastAddPrice_L = curPrice; if(curPrice < gPrice_L){ gLastSubPrice_L = curPrice; } gAddCount_L = gAddCount_L + 1; } //减仓判断 Numeric rs = (curPrice - gLastSubPrice_L) / gLastSubPrice_L * 100; Commentary("多头-上次减仓价格="+Text(gLastSubPrice_L, 2)+" 上涨比例="+Text(rs, 2)); if(rs >= ratioSub_L){ if(gBuyNumber_S > 0){ Commentary("同时存在空仓,平全部空仓"); sub(gBuyNumber_S, -1); } Commentary("上涨"+Text(ratioSub_L,2)+"%,减仓"+Text(SUB_DEAL_NUM_L)+"手"); sub(SUB_DEAL_NUM_L, 1); gLastSubPrice_L = curPrice; gSubCount_L = gSubCount_L + 1; gAddCount_L = 0; } //更新买入后的最高价位 if(curPrice > gPriceMax_L && gBuyNumber_L > 0){ gPriceMax_L = curPrice; gLastAddPrice_L = curPrice; } //更新买入后的最低价位 if(curPrice < gPriceMin_L && gBuyNumber_L > 0){ gPriceMin_L = curPrice; } } return true; } //加减仓-做空 Bool calePosition_S() { Numeric curPrice = Close; if(gBuyNumber_S > 0){ //计算最大跌比例 Numeric ratioCur = (gPrice_S - curPrice) / curPrice * 100; if(ratioCur > gRatioMax_S){ gRatioMax_S = ratioCur; } Commentary("空头-买入价格="+Text(gPrice_S, 2)+" 当前价格="+Text(curPrice, 2)+" 最高价格="+Text(gPriceMax_S, 2) +" 最低价格="+Text(gPriceMin_S, 2)+" 当前跌比例="+Text(ratioCur,2)+" 最大跌比例="+Text(gRatioMax_S,2)); if(gRatioMax_S >= Clear_S ){ Commentary("最大涨比例达到"+Text(gRatioMax_S,2)+" 全部平仓"); sub(gBuyNumber_S, -1); Return true; } //加仓判断 Numeric ra = (curPrice - gLastAddPrice_S) / gLastAddPrice_S * 100; Commentary("空头-上次加仓价格="+Text(gLastAddPrice_L, 2)+" 上涨比例="+Text(ra, 2)); if(ra >= ratioAdd_S && gAddCount_S == 0 && gBuyNumber_S < (FIRST_DEAL_NUM_L + ADD_DEAL_NUM_S)){ Integer addCount = ADD_DEAL_NUM_S; if(Close >= gPrice_S){ addCount = 1; } Commentary("上涨"+Text(ratioAdd_S,2)+"%,加仓"+Text(ADD_DEAL_NUM_S)+"手"); add(addCount, -1); gLastAddPrice_S = curPrice; gLastSubPrice_S = curPrice; if(curPrice > gPrice_S){ gLastSubPrice_S = curPrice; } gAddCount_S = gAddCount_S + 1; } //减仓判断 Numeric rs = (gLastSubPrice_S - curPrice) / curPrice * 100; Commentary("空头-上次减仓价格="+Text(gLastSubPrice_S, 2)+" 下跌比例="+Text(rs, 2)); if(rs >= ratioSub_S){ Commentary("下跌"+Text(ratioSub_S,2)+"%,减仓"+Text(SUB_DEAL_NUM_S)+"手"); sub(SUB_DEAL_NUM_S, -1); gLastSubPrice_S = curPrice; gSubCount_S = gSubCount_S + 1; gAddCount_S = 0; } //更新买入后的最高价位 if(curPrice > gPriceMax_S && gBuyNumber_S > 0){ gPriceMax_S = curPrice; } //更新买入后的最低价位 if(curPrice < gPriceMin_S && gBuyNumber_S > 0){ gPriceMin_S = curPrice; gLastAddPrice_S = curPrice; } } return true; } //1450全部清仓 Bool dayClear(){ Bool isClear = false; if(Run_Time == 0){ //全天 if((Hour == 14 && Minute >= 50) || (Hour == 22 && Minute >= 50)){ isClear = true; } } else if(Run_Time == 1){ //白盘 if(Hour == 14 && Minute >= 50){ isClear = true; } } else if(Run_Time == 2){ //夜盘 if(Hour == 22 && Minute >= 50){ isClear = true; } } if(isClear){ sub(gBuyNumber_S, -1); sub(gBuyNumber_L, 1); gOpType = 0; gDirection = 0; gExitPL_Day_S = 0; gExitPL_Day_L = 0; } Return isClear; } Bool dayClear2(){ Bool isClear = false; Commentary("Hour="+Text(Hour)); Commentary("Minute="+Text(Minute)); Commentary("Second="+Text(Second)); if(Run_Time == 0){ //全天 if((Hour == 14 && Minute >= 50 && Second >= 30) || (Hour == 22 && Minute >= 50 && Second >= 30)){ isClear = true; } } else if(Run_Time == 1){ //白盘 if(Hour == 14 && Minute >= 50 && Second >= 30){ isClear = true; } } else if(Run_Time == 2){ //夜盘 if(Hour == 22 && Minute >= 50 && Second >= 30){ isClear = true; } } if(isClear){ Position pos; Bool ret = A_GetPosition(Symbol, pos, "", 0); if(ret){ gBuyNumber_L = pos.longCurrentVolume; gBuyNumber_S = pos.shortCurrentVolume; sub(pos.shortCurrentVolume, -1); sub(pos.longCurrentVolume, 1); } } Return isClear; } Events //此处实现事件函数 //初始化事件函数，策略运行期间，首先运行且只有一次，应用在订阅数据等操作 OnInit() { gTimerId=createTimer(millsecs); openPostionNumber_L = FIRST_DEAL_NUM_L; openPostionNumber_S = FIRST_DEAL_NUM_S; } //在所有的数据源准备完成后调用，应用在数据源的设置等操作 OnReady() { } //在新bar的第一次执行之前调用一次，参数为新bar的图层数组 OnBarOpen(ArrayRef<Integer> indexs) { } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { MidLine = getBoll(Up,Down,BollLength); UpLine = Up; DownLine = Down; adx = getDMI(pdi,mdi,adxr, DMI_LENGTH,6); if(truedate(0)!=truedate(1)) { baramount=close*Vol; barvol=vol; } else { baramount = baramount+close*vol; barvol = barvol+vol; } dayavg = Round(baramount / barvol,0); Plotnumeric("dayavg",dayavg, 0 , Yellow ); PlotNumeric("UpLine",UpLine,0,DarkGreen); PlotNumeric("DownLine",DownLine,0,DarkBrown); PlotNumeric("MidLine",MidLine); dayClear2(); } //下一个Bar开始前，重新执行当前bar最后一次，参数为当前bar的图层数组 OnBarClose(ArrayRef<Integer> indexs) { gDiff = pdi - mdi; gDiffEMA = EMA(gDiff, AvgLength); Commentary("gOpType="+Text(gOpType) +" gDiff="+Text(gDiff,2)+" gDiffPMLast="+Text(gDiff[1],2)); Commentary("gBuyNumber_L="+Text(gBuyNumber_L) +" 开仓均价="+Text(gCostPrice_L)); Commentary("gBuyNumber_S="+Text(gBuyNumber_S) +" 开仓均价="+Text(gCostPrice_S)); Commentary("gPriceMax_L="+Text(gPriceMax_L)); Commentary("gPriceMin_S="+Text(gPriceMin_S)); Commentary("--------------------------------"); if(CurrentBar >= 30){ Bool isRun = false; if(Run_Time == 0){ //全天 if(!(Hour == 14 && Minute >= 50) && !(Hour == 22 && Minute >= 50)){ isRun = true; } } else if(Run_Time == 1){ //白盘 if(!(Hour == 14 && Minute >= 50) && Hour >= 9 && Hour <= 15){ isRun = true; } } else if(Run_Time == 2){ //夜盘 if(!(Hour == 22 && Minute >= 50) && Hour >= 21 && Hour <= 23){ isRun = true; } } if(isRun){ changeA(); getPosition(); if(!openPosition()){ clearPositionMoney(); clearPosition(); if(gOpType == 1){ //做多 calePosition_L(); } else if(gOpType == -1){ //做空 calePosition_S(); } } init(); } } dayClear(); if(Hour == 14 && Minute == 59){ PlotString ("盈利","盈利="+Text(GrossProfit()+GrossLoss(), 0), close ,Yellow); } Commentary("gExitPL_Day_L="+Text(gExitPL_Day_L, 2)); Commentary("gExitPL_Day_S="+Text(gExitPL_Day_S , 2)); } //持仓更新事件函数，参数pos表示更新的持仓结构体 OnPosition(PositionRef pos) { } //策略账户仓更新事件函数，参数pos表示更新的账户仓结构体 OnStrategyPosition(PositionRef pos) { } //委托更新事件函数，参数ord表示更新的委托结构体 OnOrder(OrderRef ord) { } //成交更新事件函数，参数ordFill表示更新的成交结构体 OnFill(FillRef ordFill) { } //定时器更新事件函数，参数id表示定时器的编号，millsecs表示定时间的间隔毫秒值 OnTimer(Integer id,Integer intervalMillsecs) { } //通用事件触发函数，参数evtName为事件名称，参数evtValue为事件内容 OnEvent(StringRef evtName,MapRef<String,String> evtValue) { } //当前策略退出时触发 OnExit() { }